The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case
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Publication:4012746
DOI10.1080/03461238.1991.10557360zbMath0764.62088MaRDI QIDQ4012746
Publication date: 27 September 1992
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1991.10557360
severity of ruin; premium loading; variable loading; probability of ultimate ruin; classical collective risk model; surplus level
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
- Unnamed Item
- Recursive calculation of the probability and severity of ruin
- Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve
- Approximations to ruin probability in the presence of an upper absorbing barrier
- Ruin probabilities expressed in terms of storage processes
- Martingales and insurance risk
- Probability of ruin with variable premium rate
